Fact sheet: JPM Eurp Rsch Ehcd IdxEq

Fund information

Fund name
JPM Europe Research Enhanced Index Equity X Acc NAV EUR
Fund company manager
JPMorgan Asset Mgmt (Europe) S
Fund type
SIB
Fund manager
Demetris Georghiou
since 12/11/2012
Fund objective
To achieve a long-term return in excess of the benchmark by investing primarily in a portfolio of European companies; the risk characteristics of the portfolio of securities held by the Sub-Fund will resemble the risk characteristics of the portfolio of securities held in the benchmark.
Benchmark
MSCI Europe
Investment style
Active
Investment method
Shares

Quick stats

1 Year return

14.99 %

1 Year rank in sector

77/224

Sector

FO Equity - Europe inc UK

Yield
-
Fund size

£ 12.4 m

FE Risk score

103

NAV
-
Discount/Premium
-
Gearing
-

Top in sector

Holdings snapshot

  • UK
    28%
  • France
    16.9%
  • Germany
    16.1%
  • Switzerland
    13.3%
  • Netherlands
    6.6%
  • Others
    15.8%
  • Banks
    14.8%
  • Health Care
    13.3%
  • Consumer Non-Durables
    12.8%
  • General Industrials
    7%
  • UK Equities
    28%
  • French Equities
    16.9%
  • German Equities
    16.1%
  • Swiss Equities
    13.3%
  • Dutch Equities
    6.6%

Performance vs. Sector

Cumulative performance

1m6m1y3y5y
Fund-1.91 %4.52 %14.99 %23.57 %59.69 %
Sector-1.22 %5.83 %12.83 %23.89 %57.51 %
Rank within sector158 / 234134 / 22977 / 22496 / 198 /
Quartile th3 rd3 rd2 nd2 nd th

Calendar performance

YTD-20172016201520142013
Fund6.55 %3.08 %9.2 %7.49 %0 %
Sector8.54 %-0.56 %11.08 %4.22 %21.06 %
Rank within sector146 / 22950 / 220120 / 20249 / 193 /
Quartile th3 rd1 st3 rd2 nd th

Risk statistics

Alpha0.3
Beta1.06
Sharpe0.27
Volatility13.49
Tracking error3.3
Information ratio0.17
R-Squared0.94

Price movement

52 week high144.49
52 week low117.32
Current bid price0
Current offer price0
Current mid price139.11

Holdings by region

  • 28% UK
  • 16.9% France
  • 16.1% Germany
  • 13.3% Switzerland
  • 6.6% Netherlands
  • 5.1% Spain
  • 3.4% Italy
  • 2.6% Sweden
  • 2.3% Denmark
  • 2.2% Belgium

Holdings by sector

  • 15.8% Others
  • 14.8% Banks
  • 13.3% Health Care
  • 12.8% Consumer Non-Durables
  • 7% General Industrials
  • 6.6% Oil & Gas
  • 6% Insurance
  • 5.4% Retail
  • 4.8% Transport
  • 4.7% Telecommunications

Holdings by asset type

  • 28% UK Equities
  • 16.9% French Equities
  • 16.1% German Equities
  • 13.3% Swiss Equities
  • 6.6% Dutch Equities
  • 5.1% Spanish Equities
  • 3.4% Italian Equities
  • 2.6% Swedish Equities
  • 2.3% Danish Equities
  • 2.2% Belgian Equities

Individual holdings

  • 3.5% NESTLE SA
  • 3.2% ROYAL DUTCH SHELL
  • 2.5% ROCHE HLDG AG
  • 2% BRITISH AMERICAN TOBACCO
  • 2% UNILEVER
  • 1.9% HSBC HLDGS
  • 1.8% TOTAL SA
  • 1.7% NOVARTIS AG
  • 1.7% SANOFI
  • 1.7% SAP SE